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OXSQ

Oxford Square Capital Corp
Chart
$1.25
Latest Week 2026-06-05
Financial ServicesAsset ManagementMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.36
OS Score
43.0%
Value
42.0%
Quality
42.0%
Momentum
3/9
F-Score
0.425
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
30.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
43.0%ile
P/B
0.9×
FCF Yield
-0.426
SH Yield
0.300
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
57.00000000
/100 — 1=cheapest
VC2 (Trending Value)
57.00000000
/100
VC3 (Buyback)
57.00000000
/100
Negative FCF yield (-42.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
42.0%ile
ROE
-0.293
ROA
-0.130
Net Margin
7.821
Op Margin
6.032
GPA
-0.041
D/E
1.26
Current
15.19
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.306
lower=better
Accruals
-0.015
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
42.0%ile
6M Return
-23.2%
12M Return
-32.2%
12-1 Mom
-3.3%
Risk-Adj
-0.09
Vol 252d
36.5%
Vol 60d
91.3%
↑ Expanding
Max DD 12M
-36.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (91%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
11.8%
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
RM Regional Management Corp 98.0% 95.0% 90.0% 79.0%
RILYL BRC Group Holdings, Inc. 98.0% 93.0% 79.0% 98.0%
Factor Interactions
Volatility Expanding
60-day vol (91%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.9% avg (3 factors)
Quality
C
54.3% avg (8 factors)
Momentum
F
15.0% avg (4 factors)
Risk
C
55.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.360—0—
Value %ile0.430—0—
Quality %ile0.420—0—
Momentum %ile0.420—0—
F-Score3.000—1—
Confidence0.848—1—
Volatility0.365—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.90
FCF Yield
-42.6%
Shareholder Yield
Div + net buyback / mktcap
30.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-29.3%
Return on Assets
-13.0%
Net Margin
782.1%
Operating Margin
603.2%
Gross Profit / Assets
Novy-Marx GPA
-4.1%
Debt / Equity
1.26
Current Ratio
15.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.015
MomentumPrice trend strength over different horizons
6M Return
-23.2%
12M Return
-32.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.306
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
30.0%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
57
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
57
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
57
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity